+265.1%
MU vs ZTS
-26.9%
+292.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +7.5% | -14.5% | -4.5% |
| 7D | -19.1% | +15.4% | -34.5% | -15.0% |
| 30D | -25.2% | +25.8% | -51.0% | -19.6% |
| 3M | -10.9% | +18.1% | -29.0% | -5.2% |
| 6M | +38.0% | -19.7% | +57.7% | +54.7% |
| YTD | +178.8% | -27.5% | +206.3% | +223.3% |
| 1Y | +265.1% | -26.7% | +291.9% | +324.4% |
| All | +265.1% | -26.9% | +292.1% | +324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ZTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling